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Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto, (2014)
Volatility regimes for the VIX index
Marabel Romo, Jacinto, (2012)
Pricing volatility options under stochastic skew with application to the VIX index
Marabel Romo, Jacinto, (2017)